+111.7%
RIOT vs LVS
-7.9%
+119.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.2% |
| 7D | -1.5% | -3.5% | +2.0% | +0.4% |
| 30D | +5.7% | -6.2% | +11.9% | +9.0% |
| 3M | -17.9% | -14.8% | -3.0% | -10.7% |
| 6M | +45.0% | -20.9% | +65.8% | +64.3% |
| YTD | +69.5% | -33.0% | +102.5% | +108.6% |
| 1Y | +37.2% | -20.0% | +57.2% | +50.6% |
| 3Y | +111.7% | -6.9% | +118.7% | +95.3% |
| All | +111.7% | -7.9% | +119.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling